+12.6%
GTLB vs ESI
+27.8%
-15.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | -0.4% |
| 7D | -9.7% | -6.6% | -3.1% | -10.1% |
| 30D | +1.7% | -10.9% | +12.6% | +0.7% |
| 3M | +43.6% | -13.8% | +57.4% | +42.0% |
| 6M | +113.0% | -21.5% | +134.5% | +108.0% |
| YTD | +39.5% | +34.7% | +4.9% | +25.6% |
| 1Y | +12.6% | +24.9% | -12.3% | +2.2% |
| All | +12.6% | +27.8% | -15.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling